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        数理统计 | 指数分布族
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    <p><strong>定义（指数结构）.</strong> 设 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mi mathvariant="script">X</mi><mo separator="true">,</mo><mi mathvariant="script">B</mi><mo separator="true">,</mo><mo stretchy="false">{</mo><msub><mi>P</mi><mi>θ</mi></msub><mo>:</mo><mi>θ</mi><mo>∈</mo><mi mathvariant="normal">Θ</mi><mo stretchy="false">}</mo><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(\mathscr{X},\mathscr{B},\{P_{\theta}:\theta \in \Theta\})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathscr" style="margin-right:0.26006em;">X</span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathscr" style="margin-right:0.04087em;">B</span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mopen">{</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.02778em;">θ</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">:</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.73354em;vertical-align:-0.0391em;"></span><span class="mord mathdefault" style="margin-right:0.02778em;">θ</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">Θ</span><span class="mclose">}</span><span class="mclose">)</span></span></span></span> 是可控参数结构，假如密度函数有如下形式：</p>
<p class='katex-block'><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>p</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>=</mo><mi>c</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>k</mi></munderover><msub><mi>c</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><msub><mi>T</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mi>h</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">p_{\theta}(x) = c(\theta)\exp\{\sum_{i=1}^{k}c_{j}(\theta)T_{j}(x)\}h(x)
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathdefault">p</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.02778em;">θ</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.1137820000000005em;vertical-align:-1.277669em;"></span><span class="mord mathdefault">c</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">{</span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8361130000000003em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault">c</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mord mathdefault">h</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span></span></p>
<p>并且它的支撑 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>x</mi><mo>:</mo><msub><mi>p</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>&gt;</mo><mn>0</mn><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{x:p_{\theta}(x)&gt;0\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathdefault">x</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">:</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathdefault">p</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.02778em;">θ</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">0</span><span class="mclose">}</span></span></span></span> 不依赖于参数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>θ</mi></mrow><annotation encoding="application/x-tex">\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.02778em;">θ</span></span></span></span> ，则称此结构为指数统计结构，其中的分布族为指数分布。</p>
<p><strong>定义（指数分布族的标准形式）.</strong> 形如</p>
<p class='katex-block'><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>p</mi><mi>w</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>=</mo><msup><mi>c</mi><mo lspace="0em" rspace="0em">∗</mo></msup><mo stretchy="false">(</mo><mi>w</mi><mo stretchy="false">)</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>k</mi></munderover><msub><mi>w</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><msub><mi>T</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mi>h</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">p_{w}(x) = c^{*}(w)\exp\{\sum_{i=1}^{k}w_{j}(x)T_{j}(x)\}h(x)
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathdefault">p</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.02691em;">w</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.1137820000000005em;vertical-align:-1.277669em;"></span><span class="mord"><span class="mord mathdefault">c</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∗</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">{</span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8361130000000003em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mord mathdefault">h</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span></span></p>
<p>称为指数分布族的标准形式。其中新参数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">w</mi><mo>=</mo><mo stretchy="false">(</mo><msub><mi>w</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>w</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>w</mi><mi>n</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{w} = (w_{1}, w_{2}, \cdots, w_{n})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">n</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 使</p>
<p class='katex-block'><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>0</mn><mo>&lt;</mo><msub><mo>∫</mo><mi mathvariant="script">X</mi></msub><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>k</mi></munderover><msub><mi>w</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><msub><mi>T</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mi>h</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mi mathvariant="normal">d</mi><mi>μ</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>&lt;</mo><mo>+</mo><mi mathvariant="normal">∞</mi></mrow><annotation encoding="application/x-tex">0 &lt;\int_{\mathscr{X}}\exp\{\sum_{i=1}^{k}w_{j}(x)T_{j}(x)\}h(x)\mathrm{d}\mu(x) &lt; +\infty
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68354em;vertical-align:-0.0391em;"></span><span class="mord">0</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">&lt;</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.1137820000000005em;vertical-align:-1.277669em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.42195em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathscr mtight" style="margin-right:0.26006em;">X</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">{</span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8361130000000003em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mord mathdefault">h</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord mathrm">d</span></span><span class="mord mathdefault">μ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">&lt;</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.66666em;vertical-align:-0.08333em;"></span><span class="mord">+</span><span class="mord">∞</span></span></span></span></span></p>
<p>成立的空间称为自然参数空间记为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Ω</mi></mrow><annotation encoding="application/x-tex">\Omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Ω</span></span></span></span> 。</p>
<p><strong>定理.</strong> 自然参数空间 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Ω</mi></mrow><annotation encoding="application/x-tex">\Omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Ω</span></span></span></span> 是凸集。</p>
<p><strong>证明.</strong> 要证 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Ω</mi></mrow><annotation encoding="application/x-tex">\Omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Ω</span></span></span></span> 是凸集，那么需证明对于任意的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>0</mn><mo>&lt;</mo><mi>α</mi><mo>&lt;</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">0&lt;\alpha&lt;1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68354em;vertical-align:-0.0391em;"></span><span class="mord">0</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">&lt;</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">&lt;</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">1</span></span></span></span> 有 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">w</mi><mo>=</mo><mi>α</mi><msub><mi mathvariant="bold-italic">w</mi><mn>1</mn></msub><mo>+</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>α</mi><mo stretchy="false">)</mo><msub><mi mathvariant="bold-italic">w</mi><mn>2</mn></msub><mo>∈</mo><mi mathvariant="normal">Ω</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{w} = \alpha\boldsymbol{w}_{1} + (1-\alpha)\boldsymbol{w}_{2} \in \Omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.44444em;vertical-align:0em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.73333em;vertical-align:-0.15em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Ω</span></span></span></span>。实际上</p>
<p class='katex-block'><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mtable rowspacing="0.24999999999999992em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><msub><mo>∫</mo><mi mathvariant="script">X</mi></msub><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>k</mi></munderover><msub><mi>w</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><msub><mi>T</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mi>h</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mi mathvariant="normal">d</mi><mi>μ</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><mi mathvariant="script">X</mi></msub><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><mo stretchy="false">[</mo><mi>α</mi><msub><mi mathvariant="bold-italic">w</mi><mn>1</mn></msub><mo>+</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>α</mi><mo stretchy="false">)</mo><msub><mi mathvariant="bold-italic">w</mi><mn>2</mn></msub><mo stretchy="false">]</mo><mi>T</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mi>h</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mi mathvariant="normal">d</mi><mi>μ</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><mi mathvariant="script">X</mi></msub><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><mi>α</mi><msub><mi mathvariant="bold-italic">w</mi><mn>1</mn></msub><mi>T</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>α</mi><mo stretchy="false">)</mo><msub><mi mathvariant="bold-italic">w</mi><mn>1</mn></msub><mi>T</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mi>h</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mi mathvariant="normal">d</mi><mi>μ</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><mi mathvariant="script">X</mi></msub><mo stretchy="false">[</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">w</mi><mn>1</mn></msub><mi>T</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><msup><mo stretchy="false">]</mo><mi>α</mi></msup><mo stretchy="false">[</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">w</mi><mn>2</mn></msub><mi>T</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><msup><mo stretchy="false">]</mo><mrow><mn>1</mn><mo>−</mo><mi>α</mi></mrow></msup><mi>h</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mi mathvariant="normal">d</mi><mi>μ</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≤</mo><mo fence="false">[</mo><msub><mo>∫</mo><mi mathvariant="script">X</mi></msub><mo stretchy="false">[</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">w</mi><mn>1</mn></msub><mi>T</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mo stretchy="false">]</mo><mi mathvariant="normal">d</mi><mi>μ</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><msup><mo fence="false">]</mo><mi>α</mi></msup><mo fence="false">[</mo><msub><mo>∫</mo><mi mathvariant="script">X</mi></msub><mo stretchy="false">[</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">w</mi><mn>2</mn></msub><mi>T</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo stretchy="false">}</mo><mo stretchy="false">]</mo><mi mathvariant="normal">d</mi><mi>μ</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><msup><mo fence="false">]</mo><mrow><mn>1</mn><mo>−</mo><mi>α</mi></mrow></msup></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
&amp;\int_{\mathscr{X}}\exp\{\sum_{i=1}^{k}w_{j}(x)T_{j}(x)\}h(x)\mathrm{d}\mu(x) \\
&amp;=\int_{\mathscr{X}}\exp\{[\alpha\boldsymbol{w}_{1}+(1-\alpha)\boldsymbol{w}_{2}]T(x)\}h(x)\mathrm{d}\mu(x) \\
&amp;=\int_{\mathscr{X}}\exp\{\alpha\boldsymbol{w}_{1}T(x)\}\exp\{(1-\alpha)\boldsymbol{w}_{1}T(x)\}h(x)\mathrm{d}\mu(x) \\
&amp;=\int_{\mathscr{X}}[\exp\{\boldsymbol{w}_{1}T(x)\}]^{\alpha}[\exp\{\boldsymbol{w}_{2}T(x)\}]^{1-\alpha}h(x)\mathrm{d}\mu(x)\\
&amp;\le \bigg[\int_{\mathscr{X}}[\exp\{\boldsymbol{w}_{1}T(x)\}]\mathrm{d}\mu(x)\bigg]^{\alpha}\bigg[\int_{\mathscr{X}}[\exp\{\boldsymbol{w}_{2}T(x)\}]\mathrm{d}\mu(x)\bigg]^{1-\alpha}
\end{aligned}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:14.033669999999997em;vertical-align:-6.766834999999999em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:7.2668349999999995em;"><span style="top:-9.266834999999999em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"></span></span><span style="top:-6.329165999999999em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"></span></span><span style="top:-3.757215999999999em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"></span></span><span style="top:-1.1852660000000004em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"></span></span><span style="top:1.6806919999999983em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:6.766834999999999em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:7.2668349999999995em;"><span style="top:-9.266834999999999em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.42195em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathscr mtight" style="margin-right:0.26006em;">X</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">{</span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8361130000000003em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mord mathdefault">h</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord mathrm">d</span></span><span class="mord mathdefault">μ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span><span style="top:-6.329165999999999em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.42195em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathscr mtight" style="margin-right:0.26006em;">X</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">{</span><span class="mopen">[</span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">]</span><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mord mathdefault">h</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord mathrm">d</span></span><span class="mord mathdefault">μ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span><span style="top:-3.757215999999999em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.42195em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathscr mtight" style="margin-right:0.26006em;">X</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">{</span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">{</span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mord mathdefault">h</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord mathrm">d</span></span><span class="mord mathdefault">μ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span><span style="top:-1.1852660000000004em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.42195em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathscr mtight" style="margin-right:0.26006em;">X</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mop">exp</span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.0037em;">α</span></span></span></span></span></span></span></span></span><span class="mopen">[</span><span class="mop">exp</span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mbin mtight">−</span><span class="mord mathdefault mtight" style="margin-right:0.0037em;">α</span></span></span></span></span></span></span></span></span><span class="mord mathdefault">h</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord mathrm">d</span></span><span class="mord mathdefault">μ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span><span style="top:1.6806919999999983em;"><span class="pstrut" style="height:3.836113em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="delimsizing size3">[</span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.42195em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathscr mtight" style="margin-right:0.26006em;">X</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mop">exp</span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mclose">]</span><span class="mord"><span class="mord mathrm">d</span></span><span class="mord mathdefault">μ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="delimsizing size3">]</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.504292em;"><span style="top:-3.9029000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.0037em;">α</span></span></span></span></span></span></span></span></span><span class="mord"><span class="delimsizing size3">[</span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.42195em;"><span style="top:-1.7880500000000001em;margin-left:-0.44445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathscr mtight" style="margin-right:0.26006em;">X</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119499999999999em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mop">exp</span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mclose">}</span><span class="mclose">]</span><span class="mord"><span class="mord mathrm">d</span></span><span class="mord mathdefault">μ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="delimsizing size3">]</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.6540080000000001em;"><span style="top:-3.9029000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mbin mtight">−</span><span class="mord mathdefault mtight" style="margin-right:0.0037em;">α</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:6.766834999999999em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>最后一个不等式可以通过赫尔德不等式（Hölder inequality）导出，由于<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">w</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">w</mi><mn>2</mn></msub><mo>∈</mo><mi mathvariant="normal">Ω</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{w}_{1},\boldsymbol{w}_{2} \in \Omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7335400000000001em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Ω</span></span></span></span>，不等式右边的两个积分存在，从而有<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">w</mi><mo>∈</mo><mi mathvariant="normal">Ω</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{w}\in\Omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Ω</span></span></span></span>，因此<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Ω</mi></mrow><annotation encoding="application/x-tex">\Omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Ω</span></span></span></span>是凸集。</p>
<p>常见属于指数分布族的分布族包括：</p>
<ul>
<li>正态分布族</li>
<li>二项分布族</li>
<li>伽马分布族</li>
<li>泊松分布族</li>
<li>单参数指数分布族</li>
</ul>
<p><strong>定理.</strong> 设 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>X</mi><mo>=</mo><mo stretchy="false">(</mo><msub><mi>X</mi><mn>1</mn></msub><mo separator="true">,</mo><msub><mi>X</mi><mn>2</mn></msub><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>X</mi><mi>n</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">X = (X_{1}, X_{2}, \cdots, X_{n})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.07847em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.07847em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.07847em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">n</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 是来自指数型分布标准形式的一个样本，则有</p>
<ul>
<li>统计量：</li>
</ul>
<p class='katex-block'><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><msub><mi>T</mi><mn>1</mn></msub><mo stretchy="false">(</mo><mi>X</mi><mo stretchy="false">)</mo><mo separator="true">,</mo><msub><mi>T</mi><mn>2</mn></msub><mo stretchy="false">(</mo><mi>X</mi><mo stretchy="false">)</mo><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><msub><mi>T</mi><mi>k</mi></msub><mo stretchy="false">(</mo><mi>X</mi><mo stretchy="false">)</mo><mo stretchy="false">)</mo><mo>=</mo><mo stretchy="false">(</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>n</mi></munderover><msub><mi>T</mi><mn>1</mn></msub><mo stretchy="false">(</mo><msub><mi>X</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo separator="true">,</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>n</mi></munderover><msub><mi>T</mi><mn>2</mn></msub><mo stretchy="false">(</mo><msub><mi>X</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>n</mi></munderover><msub><mi>T</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi>X</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(T_{1}(X), T_{2}(X), \cdots, T_{k}(X)) = (\sum_{i=1}^{n}T_{1}(X_{i}), \sum_{i=1}^{n}T_{2}(X_{i}), \cdots, \sum_{i=1}^{n}T_{k}(X_{i}))
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="mclose">)</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.929066em;vertical-align:-1.277669em;"></span><span class="mopen">(</span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">n</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.07847em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">n</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.07847em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.872331em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">n</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.277669em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.07847em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose">)</span></span></span></span></span></p>
<p>是指数型分布族的充分统计量。</p>
<ul>
<li>充分统计量的期望和协方差分别为：</li>
</ul>
<p class='katex-block'><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mtable rowspacing="0.24999999999999992em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>E</mi><mi mathvariant="bold-italic">w</mi></msub><mo stretchy="false">(</mo><msub><mi>T</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>X</mi><mo stretchy="false">)</mo><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo>−</mo><mfrac><mrow><mi mathvariant="normal">∂</mi><mi>ln</mi><mo>⁡</mo><mi>c</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">w</mi><mo stretchy="false">)</mo></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mi>j</mi></msub></mrow></mfrac><mo separator="true">,</mo><mi>j</mi><mo>=</mo><mn>1</mn><mo separator="true">,</mo><mn>2</mn><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><mi>k</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>C</mi><mi>o</mi><msub><mi>v</mi><mi mathvariant="bold-italic">w</mi></msub><mo stretchy="false">(</mo><msub><mi>T</mi><mi>i</mi></msub><mo stretchy="false">(</mo><mi>X</mi><mo stretchy="false">)</mo><mo separator="true">,</mo><msub><mi>T</mi><mi>j</mi></msub><mo stretchy="false">(</mo><mi>X</mi><mo stretchy="false">)</mo><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo>−</mo><mfrac><mrow><msup><mi mathvariant="normal">∂</mi><mn>2</mn></msup><mi>ln</mi><mo>⁡</mo><mi>c</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">w</mi><mo stretchy="false">)</mo></mrow><mrow><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mi>i</mi></msub><mi mathvariant="normal">∂</mi><msub><mi>w</mi><mi>j</mi></msub></mrow></mfrac><mo separator="true">,</mo><mi>i</mi><mo separator="true">,</mo><mi>j</mi><mo>=</mo><mn>1</mn><mo separator="true">,</mo><mn>2</mn><mo separator="true">,</mo><mo>⋯</mo><mtext> </mtext><mo separator="true">,</mo><mi>k</mi></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
E_{\boldsymbol{w}}(T_{j}(X)) &amp;= -\frac{\partial\ln c(\boldsymbol{w})}{\partial w_{j}}, j = 1, 2, \cdots, k \\
Cov_{\boldsymbol{w}}(T_{i}(X), T_{j}(X)) &amp;= -\frac{\partial^{2}\ln c(\boldsymbol{w})}{\partial w_{i}\partial w_{j}}, i,j = 1,2,\cdots,k
\end{aligned}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.462323999999999em;vertical-align:-2.4811619999999994em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9811619999999994em;"><span style="top:-5.04527em;"><span class="pstrut" style="height:3.491108em;"></span><span class="mord"><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.161108em;"><span style="top:-2.5500000000000003em;margin-left:-0.05764em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.02778em;">w</span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="mclose">)</span><span class="mclose">)</span></span></span><span style="top:-2.2820540000000005em;"><span class="pstrut" style="height:3.491108em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">C</span><span class="mord mathdefault">o</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.161108em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.02778em;">w</span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.07847em;">X</span><span class="mclose">)</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4811619999999994em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9811619999999994em;"><span style="top:-5.04527em;"><span class="pstrut" style="height:3.491108em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault">c</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.05724em;">j</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">2</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.03148em;">k</span></span></span><span style="top:-2.2820540000000005em;"><span class="pstrut" style="height:3.491108em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.491108em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord" style="margin-right:0.05556em;">∂</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02691em;">w</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.311664em;"><span style="top:-2.5500000000000003em;margin-left:-0.02691em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord" style="margin-right:0.05556em;">∂</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141079999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault">c</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.02778em;">w</span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.972108em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault">i</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.05724em;">j</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">2</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4811619999999994em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>

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